Giorgio Gozzi schrieb:
Hi everone.. I am recently trying to use and learn GRETL..I need
help..when i try to confront the sign of the return of the time series
of index FTSEMIB with the sign of the time series of the returns of
every of the of every of its 40 elementary members. In order to count
how many times there is an agreement between the sign of each return and
that one of index FTSEMIB.
I wanted to resolve the problem using the function SIGN but such
function lacks in the directory of Gretl.
I will be very pleased to have some suggestion to this issue.
Hi,
series myproduct = series1 * series2
series nonnegprod = (myproduct >= 0)
should work I hope. (I.e., a boolean condition in parentheses should
produce a dummy series indicating where the condition is true.)
hth,
sven